CTS, CQS, and OPRA Multicast Data Recipients. New NMS Output Communications Network Source Addresses

Securities Industry Automation Corporation P.O. Box 24270, Brooklyn, NY 11202-4270 www.siac.com February 4, 2005 To: Subject: CTS, CQS, and OPRA Multicast Data Recipients New NMS Output Communications Network Source Addresses SIAC is in the process of upgrading the NMS Output Communications Network, which includes major hardware, software and communications infrastructure changes. The purpose of this notice is to advise all Data Recipients that there will be new source addresses associated with the NMS network (i.e., CTS, CQS, and OPRA; see Appendix B of the attached IP Multicast Distribution Network Recipient Interface Specification, Version 1.24, dated January 20, 2005). Therefore, Data Recipients who currently employ mechanisms for controlling NMS data flow, such as firewall and/or router filter configurations, may need to make modifications to permit the new source addresses. All Data Recipients will need to verify that they can process data with both the new and existing source addresses. Support of CTS, CQS and OPRA Data Recipient testing with the new network source addresses will begin on February 28, 2005. CTS, CQS and OPRA data is scheduled to begin to be disseminated in production using these new addresses, in June, 2005. If the necessary changes are not made, Data Recipients may not receive data. Data Recipient test scheduling should be coordinated through Joe Loughran at (212) 383-4908 or Cheryl Boamah at (212) 383-4920. Please contact Laura Guzzy at (212) 383-8373 or Peggy Liao at (212) 383-2931 if you have any questions regarding these modifications. Sincerely, Michael Collazo Director NMS Product Planning & Management cc: CTA/CQOC Policy Committee CTA/CQOC Technical Committee OPRA Policy Committee OPRA Technical Committee A. Bach B. Faughnan M. Lewis D. Mrakovcic

National Market Systems Common IP Multicast Distribution Network Recipient Interface Specification Prepared by: Communications Engineering Planning And Development Document Number: ml10182000 Date: Revision: 1.24

Copyright Notice Copyright 2005 by the Securities Industry Automation Corporation (SIAC). All Rights Reserved. Except as permitted under the United States Copyright Act of 1976, no part of this document may be reproduced or distributed in any form or by any means, or stored in a data base or retrieval system, without the prior written permission of SIAC. Brand names and /or Trademarks Brand names or Products cited in this document may be trade names or trademarks. Where there may be proprietary claims to such trademarks or trade names, the name has been used with a initial capital. Regardless of the capitalization used, all such use has been in a editorial fashion without any intent to convey endorsement what so ever of the product or trademark claimant. SIAC expresses no judgment as to the validity or legal status of any such proprietary claims. Engineering Services Disclaimer Information contained in this document is believed to be accurate. However SIAC does not guarantee the completeness or accuracy of any of the published information. This work is published with the understanding that SIAC is supplying information, but not attempting to render engineering or other professional services. If such services are required the assistance of the appropriate professional should be sought. Version 1.24 ii ml10182000

REVISION LOG Document Number: ml10182000.doc Title: National Market Systems Common IP Multicast Distribution Network Recipient Interface Specification Version Date Rev by Pages affected Comments Approval 1.2 3/13/97 ML Initial Release 1.3 11/24/97 ML 18 Typo, naming conformance issue 1.4 12/15/1998 RL All Remove references to Bisync and make document present tense with respect to the NMS network; Remove appendix on required bandwidth 1.5 12/03/99 MC 1 Added references for retransmission and playback data 1.5 12/03/99 MC 19 Added Retransmissions & Playback IP Group Assignments 1.9 3/23/00 RL All Clean up and Reorganize document. Removed section on logical lines because it served no purpose Added more information on multicast protocols Remove references to Frame Relay support New IP source addresses for RAPs and MPR boxes added as an appendix 1.10 6/16/00 RL Appendix C Added new RAPS IPs for 2 new hosts: RAPSOPRA3 and RAPSOPRA4 1.11 10/5/00 RL All (major) Add time beacon specifications; add new CTS and CQS group numbers 1.12 10/18/00 RL All (minor) Incorporate review comments, fix page numbers 1.13 7/11/01 RL Appendix C Added Appendix C.2. Version 1.24 iii ml10182000

Version Date Rev by Pages affected Comments Approval Appendix C.2 Added text to Appendix C. 1.14 11/15/01 RL Entire document Updates to reflect interface types available on a per service basis. T3 connectivity no longer available to new connections or upgrades. 1.15 12/04/01 RL Appendices C and C.2 New OPRA addresses are in production and therefore deleted Appendix C. Changed name of Appendix C.2 to C. 1.16 08/28/02 RL, CE All Removed Legacy Options 1.17 1.18 Internal draft update, not distributed 1.19 12/17/02 RL, CE Include BBO info 1.20 1/03/03 RL Correct Typo in Appendix A 1.21 3/06/03 RL, CE Updated IP addresses for Multicast playback and retransmissions. 1.22 8/19/03 RL, CE Removed non-bbo lines. 1.23 1/12/04 RL, CE Transitioned to SFTI interconnection. Deleted Appendix B, renamed appendix C as B, and Appendix D as C. 1.24 1/20/05 LG Appendix B; Throughout Document Update of all source addresses. Removed reference to Site A and Site C. Replaced with Group A and Group B. Version 1.24 iv ml10182000

Table of Contents 1 Overview... 1 1.1 Data Available via the NMS Network...1 1.2 Multicast Primer...3 2 NMS Data Types... 4 3 Application Considerations... 5 3.1 Application Encapsulation...5 3.1.1 Time Beacon Message Encapsulation...5 3.2 End to End Data Integrity...5 3.3 Line Concept...6 4 Network Layer Connectivity... 6 4.1 IP Multicasting Primer Part II...6 4.1.1 Unicast IP Routing...6 4.1.2 Multicast IP Routing...6 4.2 Multicast Addressing...7 4.3 UDP/IP Framing...8 4.3.1 IP Header Field Descriptions...8 4.3.2 UDP Header Field Descriptions...9 4.4 Multicast Address Use...9 4.4.1 IGMP...9 4.4.2 Subscription Control...9 4.4.3 How Multicast Delivery is Implemented via SFTI...10 4.4.4 Multicast Data Retransmission...11 4.4.5 Availability of Multicast Services...11 4.4.6 Multicast Transport Protocol...12 4.5 Logical Groups Mappings Versus Physical Access Points...12 4.6 Data Entitlement...12 4.7 IP Addressing Considerations...12 4.8 Recipient Security...12 5 Physical, Media Layer, and Network Connectivity... 12 6 Appendix A - NMS IP Multicast Addresses... 13 7 Appendix B - NMS IP Source Addresses... 17 8 Appendix C - Time Beacon Message Format... 21 Version 1.24 v ml10182000

Table of Figures Figure 1 IP Data Block Format...5 Figure 2 UDP/IP Datagram Format...8 Version 1.24 vi ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 1 1 Overview This document provides the interface specifications for customers connecting to the National Market Systems (NMS) distribution network. This includes recipients of the Consolidated Tape System (CTS), Consolidated Quote System (CQS), and the Options Price Reporting Authority (OPRA) real-time production data. Recipients should also use this specification for information related to receiving NMS real-time data retransmission, NMS after-hours playback data, and Time Beacon messages. The NMS distribution network disseminates all market data and Time Beacon information in the form of multicast addressed IP datagrams. With respect to physical network connectivity, all data distributed by the NMS systems requires recipients to connect via the Secure Financial Transaction Infrastructure (SFTI). Recipients may connect directly to the physical edge of SFTI, or receive data via a third party value added service provider. For those choosing to connect directly to SFTI, a separate SFTI interface specification, SFTI Network Interface Specification for directly connected Customers should be referenced. For more information on the SFTI network and the services available via SFTI, please visit the SFTI website at http://sfti.siac.com, contact a SFTI Customer Support representative at SFTI@SIAC.com, or call 1-866-USE SIAC. 1.1 Data Available via the NMS Network Throughout the remainder of this document there is reference to redundant data streams such that each NMS message is duplicated and available via two separate UDP-based IP Multicast groups, one from Group A and one from Group B. Group A and B refer to SIAC s data centers. Prior to the installation of SFTI, there were just two geographic points to which users could connect to the NMS network such that users would receive one set of multicast groups from each point, i.e. distribution choices were hardwired to restrict by originating site. However, with the advent of the SFTI network, there are now several points to which to connect and receive NMS data via SFTI. As a result, now that there are more than two access points for receiving NMS data, directly connected recipients can coordinate with SIAC and choose which multicast groups they wish to receive via each of the SFTI connectivity points. NMS Real-Time Production Data Two copies of each NMS real-time production message are available from SIAC s operational sites, Group A and Group B. These redundant copies are delivered via two distinct multicast data streams. For each unique NMS line (CTS 1-4, CQS 1-5, and OPRA 1-9) there are two redundant multicast data streams. SIAC refers to these streams as the A and B streams. The A stream is available from Group A and the B stream from Group B. See Appendix A for the table of multicast group mappings. NMS Real-Time Data Retransmission Data The retransmission data streams are available via both sites, but are not delivered via redundant data streams. The recipient may choose to receive the retransmission data from either or both sites. See Appendix A for the table of multicast group mappings. Version 1.24 1 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 2 NMS After-Hours Playback Data Playback data is available in two flavors : There is a set of Multicast data feeds dedicated for after-hours playback test data. This playback data is made available via a single set of multicast data streams and can be obtained from either site. See Appendix A for the table of multicast group mappings. In addition to the playback test data groups, SIAC will continue to provide dual-sited redundant after-hours playback via the production system expressly for the purposes of redundancy testing. NMS Network Time Beacon Each system that sources multicast data within the NMS network generates a single Time Beacon packet once a minute. Five of these systems are located at each site. Each set of 5 will issue Time Beacon packets to the same multicast group, therefore there are two NMS Time Beacon multicast groups. See Appendix A for the table of multicast group mappings. Recipients may subscribe to these packets and use the enclosed time stamp for several functions including: Verifying the ability to subscribe to and receive multicast data sourced within the NMS network. The Time Beacon is available 24 hours a day, 7 days a week, except during occasional off-hours maintenance periods. These time packets therefore can serve as a heartbeat message for indicating that the multicast routing protocols are functioning and that the systems are available. Verifying the ability to receive multicast data from all ten NMS multicast source systems, which includes all the primary and backup systems. Synchronize to a time source accurate to within 1 second of the Global Positioning System (GPS). The GPS is a U.S. Department of Defense developed, worldwide, satellite-based radio-navigation system. This system provides time transfer to Coordinated Universal Time (UTC) and is distributed to the NMS systems via redundant Network Time Protocol (NTP) servers. The NTP servers are connected directly to GPS based time clocks located at SIAC. These clocks receive GPS data via directly connected satellite dishes. Version 1.24 2 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 3 Bandwidth Requirements Bandwidth requirements change with time and recipients are encouraged to contact the SFTI Help Desk and/or NMS planning representatives regarding bandwidth requirements of each of the NMS services. For more information on the SFTI network and the services available via SFTI, please visit the SFTI website at http://sfti.siac.com, contact a SFTI Customer Support representative at SFTI@SIAC.com, or call 1-866-USE SIAC. Data recipients should connect to NMS via SFTI, via at least two access points in order to make full use of the resiliency of SFTI and the redundant data feeds available for each service. Recipients not connecting directly should consult with their value added service provider regarding connectivity options. Additional considerations for all recipients: In total, the ten Time Beacon sources contribute a relatively insignificant data rate requirement; (approximately 720Bytes/minute or <100bits/sec). Message Formats For details of the message formats utilized by the CTS, CQS, and OPRA systems, please reference the following: CTS: CTS, Consolidated Tape System, Output High Speed Line, Interface Specification CQS: CQS, Consolidated Quote System, Output High Speed Line, Interface Specification Options Price Reporting Authority - Data Recipient Interface Specification Please note that the message format of retransmission and playback data is also governed by the documents listed above. The remainder of this specification addresses the communications interfacing requirements for all data types and also includes the message formats for the Time Beacon in Appendix C. 1.2 Multicast Primer In a nutshell, Multicast is a form of subscription based IP broadcasting. In a traditional broadcasting environment, data is sent out on all links to all LANs (or sub-networks). In contrast, IP Multicasting provides a method for selective delivery of the data via a subscription-based protocol known as the Internet Group Management Protocol (IGMP). The local end-stations (e.g. application hosts) are typically responsible for issuing IGMP requests that are processed by the host s local intermediate-stations (e.g. routers/switches). In response to these IGMP requests a multicast capable network need only deliver the multicast data to those portions of the network that lay in the path between the subscribing host and the original source of the data. Subscriptions are based on the target multicast group id (which is synonymous with multicast address and multicast host group). The NMS distribution network currently utilizes 36 multicast group ids for the production data, 18 groups for the retransmission data, 18 groups for the after-hours playback data, and 2 groups for the Time Beacon messages. Version 1.24 3 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 4 Those unfamiliar with multicast technology are encouraged to reference RFC 1075 -The Protocol Independent Multicast-Sparse Mode (PIM-SM)), and RFC 2117 and RFC 2362 - Host Extensions for IP Multicasting (which includes the Internet Group Management Protocol (IGMP). Also of notable assistance is the text titled TCP/IP Illustrated, Volume I by Richard M. Stevens which provides several sections detailing multicast protocols and IGMP. Recipients are strongly recommended to consult the SFTI interface specification, which provides additional information and considerations for receiving multicast services via SFTI. 2 NMS Data Types The NMS network distributes data via the multicast addressing and delivery protocols. Each of the three systems (CTS, CQS, and OPRA) has a unique set of multicast addresses assigned to each of its data lines. In each case there are redundant data streams provided for daytime production delivery of each line. There are currently 18 different data lines in total for the three systems which include CTS1-4, CQS1-5, and OPRA1-9. Therefore there are 36 unique multicast groups allocated for the redundant delivery of these 18 lines (18 * 2 = 36). Each system line has a single retransmission multicast address assigned to it (18 in total). Entitled recipients have the option of subscribing to any retransmission line as needed. There are 18 additional multicast group ids allocated for supporting after-hours playback of the NMS data. Note that after-hours playback can also utilize the 36 production multicast groups. There are 2 additional multicast group ids used for distributing the Time Beacon messages. In all cases, recipients will only be permitted to receive data to which they are entitled. Note that all recipients are able to receive the Time Beacon messages. Appendix A provides tables listing of all multicast group ids. The tables also include a listing of the UDP destination port numbers assigned to each data stream. The NMS distribution system utilizes the UDP protocol at the IP transport layer. In order to provide the recipient community with the highest level of flexibility, the NMS systems have assigned a unique UDP destination port number to each multicast data stream. Note that the real-time redundant data streams use unique multicast addresses at the IP layer and unique UDP destination port numbers at the transport layer. Recipient application software may make use of the UDP port mappings in order to multiplex between each of the datastreams. Typically, applications use a socket programming interface which provides the means for requesting data on a per UDP port basis. If a port is not specified the application host s operating system might pass all IP broadcast data (including all multicast data) to a single process if the application has not specifically requested data on a per port basis. Please consult your application host s programming and system documentation for information particular to your environment. Version 1.24 4 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 5 3 Application Considerations This section defines the application data framing and some of the key aspects of the IP distribution environment. 3.1 Application Encapsulation In the IP environment the NMS application messages are also encapsulated in blocks, which in turn are encapsulated in an Ethernet frame as given in Figure 1 IP Data Block Format. Ethernet(14), IP(20), UDP(8) Headers DATA BLOCK FORMAT - IP incl/ UDP, IP and Ethernet framing S O H Message Header and text U S Message Header and text 1000 BYTE BLOCK (MAX) U S Figure 1 IP Data Block Format Message Header and text E T X Ethernet Checksum (4) There are actually several levels of encapsulation that occur within the Ethernet frame. The NMS data block, (which can be a maximum of 1000 bytes), is encapsulated within a UDP datagram, which in turn is encapsulated within an IP datagram which itself is encapsulated within an Ethernet frame. Each number shown in parentheses, e.g. IP (20), refers to the size of the particular header in bytes. 3.1.1 Time Beacon Message Encapsulation The Time Beacon message encapsulation is illustrated below. Note that the message format for the Time Beacon is included in Appendix C of this document. Ethernet(14), IP(20), UDP(8) Headers Time Beacon Encapsulation - IP incl/ UDP, IP and Ethernet framing Time Beacon Message (see appendix C for format) 14 BYTE Message (fixed) Ethernet Checksum (4) 3.2 End to End Data Integrity Integrity checking, on a per packet basis, is available via a checksum value in both the UDP header (Figure 2 UDP/IP Datagram Format) and the Ethernet frame check sequence. In general, the Ethernet frame checksum validation is performed by the host s interface firmware and the IP checksum validation is performed within the TCP/IP stack and not by the application software. Unlike TCP/IP based application services, the UDP/IP protocol has no built-in automatic retransmission functionality and therefore recipient host applications must examine the sequence numbers embedded within each NMS message on a per line basis in order to determine whether any data has been missed. Version 1.24 5 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 6 3.3 Line Concept The term LINE refers to a specific logical data stream identified by the value pair formed by a unique IP multicast destination address and unique UDP destination port number. Note that the following terms are all analogous to each other: multicast group multicast group id multicast host group multicast host group id multicast destination address The NMS network currently utilizes 72 unique multicast group ids for the purposes of providing NMS data to the recipient community. Each multicast group id also has a UDP destination port number assigned to it, therefore each line of NMS data is uniquely identifiable by the value pair formed by its multicast group and UDP destination port number pair. Appendix A provides the exact mappings of each line to its identifier pair. The list below summarizes those tables. 52 Production data streams for day-time dissemination (2 sets of 26 redundant data streams) 26 Production retransmission streams for day-time dissemination (1 set of data streams) 26 Playback test data streams for after-hours support (1 set of data streams) The concept of lines does not apply to the Time Beacon. Each system in the NMS network that sources multicast also sources a single Time Beacon message once a minute. Currently there are ten such systems and these messages will be staggered to result in approximately one Time Beacon message every 6 seconds. Five of these messages will be destined to one multicast group id, and five to one other. 4 Network Layer Connectivity 4.1 IP Multicasting Primer Part II The Internet Protocol suite, referred to as IP, defines a data encapsulation method that allows data to traverse multiple networks through intermediate network devices known as routers. 4.1.1 Unicast IP Routing Typically, IP packets are issued from a source host with a single destination host as the target. This type of addressing is usually referred to as unicast addressing. Unicast addressed packets are routed by intermediate-stations (i.e. routers) based on the destination network number associated with the destination IP address listed in the IP header portion of the packet. The intermediate-station compares the destination with its local IP routing table and forwards the packet to the appropriate next hop device (router) or to a local host if the router is local to the destination network. 4.1.2 Multicast IP Routing In contrast, IP multicasting uses a special class of IP addresses that are used to represent a host group. These addresses are referred to as Class D and fall in the range of 224.0.0.0 to 239.255.255.255. The host group id is both an actual number and a concept. It can refer to the actual Class D IP address that is placed in the IP header s destination address field of the IP multicast packet. It also refers to the Version 1.24 6 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 7 protocol s concept of a host group. A host group represents all end-stations, (or hosts), that have specifically subscribed to the multicast host group id. The subscription functionality and the multicast routing protocols provide the underpinnings that enable a single multicast addressed packet to be delivered to all LANs connected to at least one host that has subscribed to the host group in question. Each multicast packet sourced by an originating host is forwarded by the local intermediate-stations supporting the multicast routing protocols. Intermediate-stations replicate and forward the multicast packets out each of its interfaces that meet one of the following two criteria. 1. The interface is directly connected to a LAN where a member of the host group is attached 2. The interface connects to, either directly or via a shared LAN, to any neighboring routers that lies in the path between a subscribing host and the host that originally sourced the multicast packet In the NMS network, there may be as many as 56 unique host groups available at any given time during daytime production. This includes the 36 real-time production lines, 18 retransmission lines, and the 2 Time Beacon groups. 4.2 Multicast Addressing Multicast addresses are known as Class D IP addresses and range from 224.0.0.0 to 239.255.255.255 (using standard IP address notation). The addresses in the range of 224.0.0.0-224.0.0.255 are reserved for local multicast and are non-routable. The NMS network uses the following ranges, which are presented in further detail in Appendix A. Note that not all these addresses are in use. 224.0.2.192-224.0.2.255 224.0.5.128-224.0.5.159 224.0.5.176-224.0.5.191 224.0.5.240-224.0.5.255 Version 1.24 7 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 8 4.3 UDP/IP Framing The application data is encapsulated in an UDP/IP frame as shown in Figure 2 UDP/IP Datagram Format. The IP datagram includes the IP and UDP headers plus the application data. The datagram fields can be read left to right starting at the top and working your way down through the datagram. The size of each field (excluding the UDP data field) is represented in bits across the top and bytes going down. Bits are transmitted across the link starting with bit 0,1,2 and so forth. This is called the big endian representation where the most significant bits are transmitted first. 0 16 31 4-bit 4-bit 8-bit Type of version header 16-bit total length (in bytes) Service (0) (4) length (5) 16-bit identification 3-bit flags 13-bit fragment offset IP 8-bit time to live (TTL: starts at 32) 8-bit protocol (UDP=0x17) 32-bit Source IP Address 16-bit header checksum 20 bytes IP Header 32-bit Destination IP Address UDP 16-bit UDP Source Port Number 16-bit UDP Length (len of UDP header + UDP data) 16-bit UDP Destination Port Number 16-bit UDP checksum (chksum UDP header + UDP data) 8 bytes UDP Header UDP data Application data block; length <=1000 bytes) Figure 2 UDP/IP Datagram Format 4.3.1 IP Header Field Descriptions Version - This is a 4 bit field which defines the current version of the IP protocol. It is currently set to 4. Header Length - This 4 bit field contains the number of 32 bit words in the IP header portion of the datagram. For all multicast packets being generated by this network the IP header will be 20 bytes long, which means this field will contain the value 5. Type of Service - The first 3 bits are the precedence sub field and are ignored by most network equipment. The next four bits are flags that define minimize delay, maximize throughput, maximize reliability, and minimize monetary cost respectfully. They are set to zero (0) for this application. The last bit is always set to zero. Based on this description this field will always have the value of zero (0) for all multicast packets. Total Length Field - This 16 bit field contains the length in bytes of the entire IP datagram. This includes the IP and UDP header plus the application data (UDP data). Since the maximum size of the application data is 1000 bytes, the maximum value for this field is 1028. Identification Field - This 16 bit field contains a value that is incremented by one for each packet sent by the source system. It only has relevance on the receiving system when packets are either fragmented and/or TCP is used as the transport protocol. IP multicast packets use UDP and will not be fragmented by the multicast distribution network. Flags and Fragment Offset - The combined 16 bit field is only used when an IP datagram is fragmented. The multicast distribution network will not be fragmenting the data packets. Version 1.24 8 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 9 Time to Live (TTL) - This 8 bit field contains a value that determines the number of routers that this datagram can pass through. Each router that forwards this datagram will decrement this value by one; when it reaches zero the next router throws it away. It is initially set to 32 by the multicast source systems. Protocol - This 8 bit field contains a value representing the next level encapsulated protocol. In this case it is UDP, which has a value of 0x17, which is 23 decimal. Header Checksum - This 16 bit field contains a checksum made up of the IP header fields only. The calculation is based on the ones complement sum of the header broken into 16 bit words. IP Source Address - This 32 bit field contains the IP address of the multicast datagram source system. IP Destination Address - This 32 bit field contains the IP Multicast Group address designated for this line (see section 3.3) of data packets. For the mapping of IP multicast group addresses to data lines please consult Appendix A of this document. 4.3.2 UDP Header Field Descriptions UDP Source Port Number - This 16 bit field identifies the sending process within the multicast source system. It is set by the source system. UDP Destination Port Number - This 16 bit field identifies the UDP process that should receive this datagram in the recipients receiving system. It will be uniquely set by the multicast source system based on the line of data being encapsulated within the packet. For the mapping of UDP port numbers to data lines please consult Appendix A. UDP Length - This 16 bit field contains the length in bytes of the UDP header plus the application data (UDP data). Its maximum value is 1008. UDP Checksum - This 16 bit field contains a checksum made up of the UDP header plus the application data (UDP data). In addition it also includes a UDP pseudo header, which is made up of selected fields from the IP header (IP Source Address, IP Destination Address, Protocol and UDP Length). The calculation is based on the one s complement sum of the datagram broken into 16 bit words. 4.4 Multicast Address Use The multicast group addresses used by SIAC for the dissemination of application data on this network have been registered with the Internet Assigned Numbering Authority (IANA). No recipient will be allowed to connect to the NMS distribution network if it is found that they are using any of these addresses for their own use. For a list of these addresses please view http://www.iana.org/assignments/multicast-addresses. 4.4.1 IGMP Internet Group Management Protocol (IGMP) is a protocol that end systems use to communicate with multicast compliant routers and is defined in RFC 1112. Recipient host systems that wish to subscribe to multicast groups must be fully compliant with this RFC. 4.4.2 Subscription Control In order to receive the multicast packets, applications running on recipient end-stations issue IGMP subscription (or join group ) packets on their locally attached LANs. The local router (which must also be Version 1.24 9 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 10 multicast compliant) adds the multicast group to its registration table and begins to forward all packets destined to that group onto the LAN. Recipients have the option of subscribing to any combination of multicast groups but as mentioned previously, SIAC will allow recipients to receive only those groups to which they have been entitled. 4.4.3 How Multicast Delivery is Implemented via SFTI As explained in detail by the SFTI interface specification, the SFTI architecture includes providing access to the NMS services via the use of the 802.1Q protocol, which provides for the definition of logically separate virtual LANs, or VLANs. In SFTI there is a single VLAN configured for transporting the aggregate multicast traffic. In order to facilitate the delivery of Multicast data, SFTI must employ the use of a multicast routing protocol. SFTI uses Protocol Independent Multicast (PIM) to accomplish this task. As the SFTI specification describes, customers will have two methods for receiving multicast data from SFTI. That specification refers specifically to the configuration of the customer router port connected to SFTI. Customers can implement any network solution they wish beyond that interface. Beyond the SFTI demarcation point, SIAC places no restrictions on the manner in which a customer designs its networks to support multicast reception. This is true from both from a protocol and physical topology perspectives. Customers are responsible for implementing a working design that best suits their environments. The following applies to customers connecting directly to SFTI, and though it may also apply to customers connecting via a third party value added service provider, customers must consult with that entity with respect to specifications for receiving multicast data because their service offerings may deviate from the following. Method I: For Customer routers supporting PIM Sparse-Dense Mode Configure PIM Sparse-Dense Mode on the router that connects to SFTI. Use auto-rp to learn the SFTI RP addresses and multicast group mappings. Configure RIP2 in listen mode to learn the routing information for the multicast source networks and the routes to the PIM RPs. Version 1.24 10 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 11 Method II: For Customer routers unable to support PIM Sparse-Dense Mode Customers can use PIM Sparse or Dense mode SIAC, upon the request of the customer, will define IGMP static joins on the SFTI edge router connected to the customer. This will result in statically forward all entitled multicast groups to the customer edge router; Customer routers learn multicast source routes by listening to RIP2. Customers can implement whatever solutions they require on their edge router in order to correctly forward the multicast data into their networks. Typically, router vendors provide the option of importing the multicast data at the edge into their routing trees using the routing information learned via RIP2. Some customers might implement multicast proxies, which presumably would translate the header information of the multicast datagrams into unicast UDP destined to one or more end-stations within the customer network. As is the case with everything described within this specification, customers must check with their chosen vendor for protocol support and recommended solutions. 4.4.3.1 Multicast Entitlement Control Multicast entitlement will be enforced at the SFTI Edge Routers by application of PIM join filters on the logical interface (and VLAN) connected to each individual Customer. The use of filters allows for the control of transmission/reception of multicast groups. Different customers will have different definitions based on their service entitlements. For those customers where SIAC has defined static IGMP joins on the SFTI edge, SIAC will by definition use the static joins to control entitlement. Ingress traffic filters on the Edge Router logical interfaces (VLAN) supporting multicast will silently discard any incoming packets except those used by the multicast (PIM Sparse-dense mode) or unicast routing protocols. These filters will also be used to protect SFTI from any customer-originated multicast traffic. SIAC can reconfigure these filters dynamically to allow for timely re-provisioning of entitlements. 4.4.4 Multicast Data Retransmission Some of the multicast services offered via the various SIAC Financial Services Networks (FSNs) provide an inband retransmission request mechanism via unicast UDP based applications. These types of transmissions will not be supported via the same logical interfaces on which the Customer is receiving the multicast data. Unicast based retransmission requests will be routed handled by the unicast VLAN logical interface for the particular FSN involved. For example, CAP retransmission requests for multicast services will be handled by the CAP unicast VLAN, not by the multicast VLAN. This traffic will be transported through SFTI in the same manner as other unicast traffic to the particular destination FSN. Inband retransmissions are not currently offered via the NMS Distribution Network, but plans are in place to provide this service in the future. 4.4.5 Availability of Multicast Services Customers will receive a list of the multicast source networks, multicast destination group addresses, and all other relevant information from SFTI Customer Service once the customer becomes a licensed subscriber. The multicast group addresses used by SIAC for the dissemination of application data on this network have been registered with the Internet Assigned Numbering Authority (IANA). Version 1.24 11 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 12 4.4.6 Multicast Transport Protocol SFTI IP multicast datagrams will use the connectionless UDP protocol at the transport layer. 4.5 Logical Groups Mappings Versus Physical Access Points In order to provide a resilient/redundant distribution environment for the recipient, the recipient is provided with the ability to connect to SFTI at several geographically diverse access centers. As of January 2004, there were eight operation access centers, including four in the New York Metro area, two in Chicago, IL, and two in the Boston, MA metro area. As mentioned previously, each NMS message is provided via redundant data streams for the purpose of allowing recipients to leverage the redundancy of SIAC s data centers. Each multicast group is available via any and all of the SFTI access centers. 4.6 Data Entitlement For a recipient host system to receive a particular data stream it must subscribe to the data stream s corresponding multicast group id via IGMP. Appendix A lists all multicast group id assignments. In order to restrict a recipient from subscribing to data streams that they are not entitled to, outbound packet filters are employed on SIAC s distribution routers interfaces connecting to the recipients. These filters block data from being sent to non-entitled recipients on a per service basis (CTS, CQS, and OPRA). 4.7 IP Addressing Considerations Please consult the SFTI interface specification for details. 4.8 Recipient Security SIAC protects its network and hosts using several methods. Traffic filters and routing policies prevent sharing of information and data between entities connected to the SFTI network. Additional measures are in place as well, however these security measures maintain the integrity of SIAC s distribution environment by protecting SIAC s network and hosts from intentional or accidental access from within a recipient network. These measures are in no way intended to provide the same level of security to the recipients themselves. If a recipient believes that additional security is required to protect their network they are encouraged to take action to implement additional security measures. For the purposes of aiding in the implementation of security measures (e.g. traffic filters), the source IP addresses associated with the NMS systems have been provided in Appendix B. 5 Physical, Media Layer, and Network Connectivity Please consult the SFTI interface specification. Version 1.24 12 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 13 6 Appendix A - NMS IP Multicast Addresses This appendix contains the mapping of IP multicast group ID s (addresses) to the currently available data lines. To receive a particular data stream the recipient host system would typically subscribe to that particular multicast group ID. Two multicast group ID s are available for each real-time production data line. The data originating from Group A is generally referred to as the A streams and the data from Group B as the B streams. Also provided in the table are the UDP destination ports associated with each logical line. The NMS data messages are encapsulated in an identical manner in both streams. For example, a datagram issued Group A on OPRA Line 2 destined to multicast group 224.0.2.227 will have a corresponding datagram (containing the identical UDP data payload, i.e. same NMS messages and same sequence number range) sourced from Group B destined to multicast group 224.0.2.243. Multicast Address Ranges: NMS Production IP Multicast Feeds Group A: 224.0.2.192-224.0.2.207 224.0.2.224-224.0.2.239 NMS Production IP Multicast Feeds Group B: 224.0.2.208-224.0.2.223 224.0.2.240-224.0.2.255 The full table of address mappings is shown on the next page. Version 1.24 13 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 14 Production, Real-Time IP Multicast Feeds, Dual Sets Group A Originated Data Lines Multicast Group ID Destination UDP Port Number Group B Originated Data Lines Multicast Group ID Destination UDP Port Number OPRA 1 (FCO) 224.0.2.192 53540 OPRA 1 (FCO) 224.0.2.208 53541 SPARE 224.0.2.193 53542 SPARE 224.0.2.209 53543 SPARE 224.0.2.194 53544 SPARE 224.0.2.210 53545 SPARE 224.0.2.195 53546 SPARE 224.0.2.211 53547 SPARE 224.0.2.196 53548 SPARE 224.0.2.212 53549 SPARE 224.0.2.197 53550 SPARE 224.0.2.213 53551 SPARE 224.0.2.198 53552 SPARE 224.0.2.214 53553 SPARE 224.0.2.199 53554 SPARE 224.0.2.215 53555 SPARE 224.0.2.200 53556 SPARE 224.0.2.216 53557 TIME BEACON 224.0.2.201 53558 TIME BEACON 224.0.2.217 53559 CQS 1 224.0.2.202 53560 CQS 1 224.0.2.218 53561 CQS 2 224.0.2.203 53562 CQS 2 224.0.2.219 53563 CQS 3 224.0.2.204 53564 CQS 3 224.0.2.220 53565 CQS 4 224.0.2.205 53566 CQS 4 224.0.2.221 53567 CTS 1 224.0.2.206 53568 CTS 1 224.0.2.222 53569 CTS 2 224.0.2.207 53570 CTS 2 224.0.2.223 53571 CTS 3 224.0.2.224 53572 CTS 3 224.0.2.240 53573 CTS 4 224.0.2.225 53574 CTS 4 224.0.2.241 53575 CQS 5 224.0.2.226 53576 CQS 5 224.0.2.242 53577 OPRA 2 224.0.2.227 53578 OPRA 2 224.0.2.243 53579 OPRA 3 224.0.2.228 53580 OPRA 3 224.0.2.244 53581 OPRA 4 224.0.2.229 53582 OPRA 4 224.0.2.245 53583 OPRA 5 224.0.2.230 53584 OPRA 5 224.0.2.246 53585 OPRA 6 224.0.2.231 53586 OPRA 6 224.0.2.247 53587 OPRA 7 224.0.2.232 53588 OPRA 7 224.0.2.248 53589 OPRA 8 224.0.2.233 53590 OPRA 8 224.0.2.249 53591 OPRA 9 224.0.2.234 53592 OPRA 9 224.0.2.250 53593 SPARE 224.0.2.235 53594 SPARE 224.0.2.251 53595 SPARE 224.0.2.236 53596 SPARE 224.0.2.252 53597 SPARE 224.0.2.237 53598 SPARE 224.0.2.253 53599 SPARE 224.0.2.238 53600 SPARE 224.0.2.254 53601 SPARE 224.0.2.239 53602 SPARE 224.0.2.255 53603 Version 1.24 14 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 15 Retransmission and Playback Test Data, Single Sets Unlike the production real-time feeds, the day-time production retransmission data and the after-hours playback test data are provided via a single stream only, i.e. redundant A and B streams are not available. Playback data is only available after-hours. In addition to the playback test data groups as shown below, SIAC will continue to provide after-hours playback via the production system expressly for the purposes of redundancy testing. The multicast groups will be identical to those listed above for the real-time production system. Recipients wishing to receive retransmission and/or playback feeds must subscribe to the multicast feeds based on the addressing information shown in the following table. Multicast Address Ranges: NMS Retransmission Multicast Group ID Ranges: 224.0.5.128 224.0.5.136 224.0.5.138 224.0.5.143 224.0.5.176 224.0.5.191 The full table of address mappings is shown on the next page. Version 1.24 15 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 16 Retransmission and Playback Test Data, Single Sets Retransmission Group Assignments Playback Test Group Assignments NMS Line Name available from both Group A and Group B Multicast Group ID Destination UDP Port Number NMS Line Name available from both Group A and Group B Multicast Group ID Destination UDP Port Number OPRA 1 (FCO) 224.0.5.128 54540 OPRA 1 (FCO) 224.0.5.144 55540 SPARE 224.0.5.129 54541 SPARE 224.0.5.145 55541 SPARE 224.0.5.130 54542 SPARE 224.0.5.146 55542 SPARE 224.0.5.131 54543 SPARE 224.0.5.147 55543 SPARE 224.0.5.132 54544 SPARE 224.0.5.148 55544 SPARE 224.0.5.133 54545 SPARE 224.0.5.149 55545 SPARE 224.0.5.134 54546 SPARE 224.0.5.150 55546 SPARE 224.0.5.135 54547 SPARE 224.0.5.151 55547 SPARE 224.0.5.136 54548 SPARE 224.0.5.152 55548 OPEN 224.0.5.137 54549 OPEN 224.0.5.153 55549 CQS IP line 1 224.0.5.138 54550 CQS IP line 1 224.0.5.154 55550 CQS IP line 2 224.0.5.139 54551 CQS IP line 2 224.0.5.155 55551 CQS IP line 3 224.0.5.140 54552 CQS IP line 3 224.0.5.156 55552 CQS IP line 4 224.0.5.141 54553 CQS IP line 4 224.0.5.157 55553 CTS IP line 1 224.0.5.142 54554 CTS IP line 1 224.0.5.158 55554 CTS IP line 2 224.0.5.143 54555 CTS IP line 2 224.0.5.159 55555 CTS IP line 3 224.0.5.176 54556 CTS IP line 3 224.0.5.240 55556 CTS IP line 4 224.0.5.177 54557 CTS IP line 4 224.0.5.241 55557 CQS IP line 5 224.0.5.178 54558 CQS IP line 5 224.0.5.242 55558 OPRA IP line 2 224.0.5.179 54559 OPRA IP line 2 224.0.5.243 55559 OPRA IP line 3 224.0.5.180 54560 OPRA IP line 3 224.0.5.244 55560 OPRA IP line 4 224.0.5.181 54561 OPRA IP line 4 224.0.5.245 55561 OPRA IP line 5 224.0.5.182 54562 OPRA IP line 5 224.0.5.246 55562 OPRA IP line 6 224.0.5.183 54563 OPRA IP line 6 224.0.5.247 55563 OPRA IP line 7 224.0.5.184 54564 OPRA IP line 7 224.0.5.248 55564 OPRA IP line 8 224.0.5.185 54565 OPRA IP line 8 224.0.5.249 55565 OPRA IP line 9 224.0.5.186 54566 OPRA IP line 9 224.0.5.250 55566 SPARE 224.0.5.187 54567 SPARE 224.0.5.251 55567 SPARE 224.0.5.188 54568 SPARE 224.0.5.252 55568 SPARE 224.0.5.189 54569 SPARE 224.0.5.253 55569 SPARE 224.0.5.190 54570 SPARE 224.0.5.254 55570 SPARE 224.0.5.191 54571 SPARE 224.0.5.255 55571 Version 1.24 16 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 17 7 Appendix B - NMS IP Source Addresses The following table lists all the possible source IP addresses associated with the each of the NMS Multicast Data services. Service Data Function Type IP addresses listed as the source address in the Multicast packets (network number and mask in parenthesis) CTS/CQS Production 198.140.61.161 (198.140.61.160 / 29) 198.140.61.162 (198.140.61.160 / 29) 198.140.61.169 (198.140.61.168 / 29) 198.140.61.170 (198.140.61.168 / 29) 198.140.62.161 (198.140.62.160 / 29) 198.140.62.169 (198.140.62.168 / 29) 198.140.41.161 (198.140.41.160 / 29) 198.140.41.162 (198.140.41.160 / 29) 198.140.41.169 (198.140.41.168 / 29) 198.140.41.170 (198.140.41.168 / 29) 198.140.42.161 (198.140.42.160 / 29) 198.140.42.169 (198.140.42.168 / 29) CTS/CQS CTS/CQS After-hours Playback Test Production Retransmission 198.140.61.65 (198.140.61.64 / 29) 198.140.61.66 (198.140.61.64 / 29) 198.140.61.89 (198.140.61.88/ 29) 198.140.61.90 (198.140.61.88/ 29) 198.140.62.65 (198.140.62.64 / 29) 198.140.62.66 (198.140.62.64 / 29) 198.140.62.67 (198.140.62.64 / 29) 198.140.62.89 (198.140.62.88/ 29) 198.140.62.90 (198.140.62.88/ 29) 198.140.62.91 (198.140.62.88/ 29) 198.140.41.65 (198.140.41.64 / 29) 198.140.41.66 (198.140.41.64 / 29) 198.140.41.89 (198.140.41.88/ 29) 198.140.41.90 (198.140.41.88/ 29) 198.140.42.65 (198.140.42.64 / 29) 198.140.42.66 (198.140.42.64 / 29) 198.140.42.67 (198.140.42.64 / 29) 198.140.42.89 (198.140.42.88/ 29) 198.140.42.90 (198.140.42.88/ 29) 198.140.42.91 (198.140.42.88/ 29) 198.140.61.97 (198.140.61.96/ 29) 198.140.61.105 (198.140.61.104/ 29) 198.140.62.97 (198.140.62.96/ 29) 198.140.62.105 (198.140.62.104/ 29) 198.140.62.106 (198.140.62.104/ 29) 198.140.41.97 (198.140.41.96/ 29) 198.140.41.105 (198.140.41.104/ 29) 198.140.42.97 (198.140.42.96/ 29) 198.140.42.105 (198.140.42.104/ 29) 198.140.42.106 (198.140.42.104/ 29) Version 1.24 17 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 18 NMS IP Source Addresses, cont d Service Data Function Type IP addresses listed as the source address in the Multicast packets (network number and mask in parenthesis) OPRA Production 198.140.61.49 (198.140.61.48 / 29) 198.140.61.50 (198.140.61.48 / 29) 198.140.61.51 (198.140.61.48 / 29) 198.140.61.57 (198.140.61.56 / 29) 198.140.61.58 (198.140.61.56 / 29) 198.140.61.73 (198.140.61.72 / 29) 198.140.61.74 (198.140.61.72 / 29) 198.140.61.75 (198.140.61.72 / 29) 198.140.61.81 (198.140.61.80 / 29) 198.140.61.82 (198.140.61.80 / 29) 198.140.62.49 (198.140.62.48 / 29) 198.140.62.50 (198.140.62.48 / 29) 198.140.62.51 (198.140.62.48 / 29) 198.140.62.57 (198.140.62.56 / 29) 198.140.62.58 (198.140.62.56 / 29) 198.140.62.73 (198.140.62.72 / 29) 198.140.62.74 (198.140.62.72 / 29) 198.140.62.75 (198.140.62.72 / 29) 198.140.62.81 (198.140.62.80 / 29) 198.140.62.82 (198.140.62.80 / 29) 198.140.41.49 (198.140.41.48 / 29) 198.140.41.50 (198.140.41.48 / 29) 198.140.41.51 (198.140.41.48 / 29) 198.140.41.57 (198.140.41.56 / 29) 198.140.41.58 (198.140.41.56 / 29) 198.140.41.73 (198.140.41.72 / 29) 198.140.41.74 (198.140.41.72 / 29) 198.140.41.75 (198.140.41.72 / 29) 198.140.41.81 (198.140.41.80 / 29) 198.140.41.82 (198.140.41.80 / 29) 198.140.42.49 (198.140.42.48 / 29) 198.140.42.50 (198.140.42.48 / 29) 198.140.42.51 (198.140.42.48 / 29) 198.140.42.57 (198.140.42.56 / 29) 198.140.42.58 (198.140.42.56 / 29) 198.140.42.73 (198.140.42.72 / 29) 198.140.42.74 (198.140.42.72 / 29) 198.140.42.75 (198.140.42.72 / 29) 198.140.42.81 (198.140.42.80 / 29) 198.140.42.82 (198.140.42.80 / 29) Version 1.24 18 ml10182000

Common IP Multicast Distribution Network Recipient Interface Specification 19 NMS IP Source Addresses, cont d Service Data Function Type IP addresses listed as the source address in the Multicast packets (network number and mask in parenthesis) OPRA OPRA After-hours Playback Test Production Retransmission 198.140.61.65 (198.140.61.64 / 29) 198.140.61.66 (198.140.61.64 / 29) 198.140.61.89 (198.140.61.88/ 29) 198.140.61.90 (198.140.61.88/ 29) 198.140.62.65 (198.140.62.64 / 29) 198.140.62.66 (198.140.62.64 / 29) 198.140.62.67 (198.140.62.64 / 29) 198.140.62.89 (198.140.62.88/ 29) 198.140.62.90 (198.140.62.88/ 29) 198.140.62.91 (198.140.62.88/ 29) 198.140.41.65 (198.140.41.64 / 29) 198.140.41.66 (198.140.41.64 / 29) 198.140.41.89 (198.140.41.88/ 29) 198.140.41.90 (198.140.41.88/ 29) 198.140.42.65 (198.140.42.64 / 29) 198.140.42.66 (198.140.42.64 / 29) 198.140.42.67 (198.140.42.64 / 29) 198.140.42.89 (198.140.42.88/ 29) 198.140.42.90 (198.140.42.88/ 29) 198.140.42.91 (198.140.42.88/ 29) 198.140.61.97 (198.140.61.96/ 29) 198.140.61.105 (198.140.61.104/ 29) 198.140.62.97 (198.140.62.96/ 29) 198.140.62.105 (198.140.62.104/ 29) 198.140.62.106 (198.140.62.104/ 29) 198.140.41.97 (198.140.41.96/ 29) 198.140.41.105 (198.140.41.104/ 29) 198.140.42.97 (198.140.42.96/ 29) 198.140.42.105 (198.140.42.104/ 29) 198.140.42.106 (198.140.42.104/ 29) Version 1.24 19 ml10182000